You never know when you’ll want to grab a lot of files at once or how much time you’ll have to do it. You may only have a window of 5 minutes before the connection will be closed on you and these files may never be accessible again.
You could take the same concepts used in the Python script and utilize them to do more advanced forms of file-getting. If you did not have direct knowledge of which files you were trying to get, you could create a function that locates them by file type, or size, or what have you. All of those things are easily achievable through Python.
More on wget here.